According to a 2004 study, people born in May consider themselves luckier than those born in other months. This study found that birth during the summer half-year (May through November) was associated with significantly higher belief in being lucky, compared to those born during the winter half-year (November through May). This association peaked in May and was lowest in November. While this study suggests May is the luckiest month to be born, it's important to note that the study only measured self-perceived luck and does not prove any actual correlation between birth month and luck.
There is no scientific evidence to support the belief that certain months are inherently luckier than others. Many other factors contribute to an individual's perception of luck, such as personal experiences, cultural beliefs, and individual psychology.